The Swing Away from Models

The Basel Committee on Banking Supervision has a busy few months ahead if it’s to achieve the ambition of global policy-makers to finish the latest round of measures before ...

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Internal Model Pushback

The Basel Committee’s efforts to increase the comparability of risk-weighted assets has gained momentum in 2016, but risk managers warn that simplifying the capital framework ...

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Standardised Shortcomings

Regulators hope to make capital calculations more transparent by limiting internal modelling, but the use of more standardised approaches could actually make the process ...

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Market at Risk

ISDA-led analysis suggests the FRTB could cause a capital hike of as much as 140%, and participants believe a failure to tackle concerns over internal model ...

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